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For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…

Methodology · Statistics 2015-01-19 Yuan Huang , Qingzhao Zhang , Sanguo Zhang , Jian Huang , Shuangge Ma

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

Methodology · Statistics 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on…

Machine Learning · Statistics 2025-02-18 Hanyang Jiang , Yao Xie

In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for separability of covariance functions which is much more…

Methodology · Statistics 2017-07-24 Rafael S. Erbisti , Thais C. O. Fonseca , Mariane B. Alves

This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation…

Methodology · Statistics 2024-11-21 J. D. Toloza , O. O. Melo , N. A. Cruz

In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose

This paper investigates the problem of adjusting for spatial effects in genomic prediction. Despite being seldomly considered in genomic prediction, spatial effects often affect phenotypic measurements of plants. We consider a Gaussian…

Applications · Statistics 2020-06-09 Xiaojun Mao , Somak Dutta , Raymond K. W. Wong , Dan Nettleton

Cokriging is the common method of spatial interpolation (best linear unbiased prediction) in multivariate geostatistics. While best linear prediction has been well understood in univariate spatial statistics, the literature for the…

Statistics Theory · Mathematics 2020-07-30 François Bachoc , Emilio Porcu , Moreno Bevilacqua , Reinhard Furrer , Tarik Faouzi

We aim at analyzing geostatistical and areal data observed over irregularly shaped spatial domains and having a distribution within the exponential family. We propose a generalized additive model that allows to account for spatially-varying…

Methodology · Statistics 2016-04-22 Matthieu Wilhelm , Laura M. Sangalli

The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…

Methodology · Statistics 2019-07-22 Guo Yu , Jacob Bien

This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series dimension and the observation window…

Probability · Mathematics 2012-08-22 Walid Hachem , Philippe Loubaton , X. Mestre , Jamal Najim , Pascal Vallet

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

The Proportional Hazards (PH) model is one of the most widely used models in survival analysis, typically assuming a log-linear relationship between covariates and the hazard function. However, in the context of spatial survival data, where…

Methodology · Statistics 2026-02-17 Lorenzo Tedesco , Francesco Finazzi

Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…

Machine Learning · Statistics 2023-06-21 Pratik Nag , Yiping Hong , Sameh Abdulah , Ghulam A. Qadir , Marc G. Genton , Ying Sun

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

In spatial statistics, a common objective is to predict values of a spatial process at unobserved locations by exploiting spatial dependence. Kriging provides the best linear unbiased predictor using covariance functions and is often…

Machine Learning · Statistics 2022-05-25 Wanfang Chen , Yuxiao Li , Brian J Reich , Ying Sun

Recent advances in local models for point processes have highlighted the need for flexible methodologies to account for the spatial heterogeneity of external covariates influencing process intensity. In this work, we introduce tessellated…

Methodology · Statistics 2025-04-11 Nicoletta D'Angelo

We develop a convex framework for spatially varying coefficient quantile regression that, for each predictor, separates a location-invariant \emph{global} effect from a \emph{spatial deviation}. An adaptive group penalty selects whether a…

Methodology · Statistics 2025-11-26 Hou Jian , Meng Tan , Tian Maozai

In this paper, we propose a new nonparametric estimator of time-varying forecast combination weights. When the number of individual forecasts is small, we study the asymptotic properties of the local linear estimator. When the number of…

Econometrics · Economics 2020-10-21 Bin Chen , Kenwin Maung

We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant…

Methodology · Statistics 2015-06-23 Ehsan Zamanzade , Michael Vock